+8,900.5%
WMT vs SONY
+514.2%
+8,386.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.2% | -4.9% | +4.7% | +0.7% |
| 30D | -5.8% | -1.6% | -4.2% | -5.6% |
| 3M | -10.8% | +10.0% | -20.8% | -12.4% |
| 6M | -14.3% | +8.4% | -22.8% | -15.9% |
| YTD | -4.4% | -8.4% | +4.0% | -3.3% |
| 1Y | +4.3% | -18.4% | +22.7% | +7.4% |
| 3Y | +100.1% | +41.0% | +59.1% | +84.0% |
| 5Y | +130.8% | +9.3% | +121.6% | +119.2% |
| 10Y | +433.7% | +281.7% | +152.0% | +291.5% |
| All | +8,900.5% | +514.2% | +8,386.3% | +4,585.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling